Add an image to an object
First off you can just drag an image right onto the object to add the image.
Now before you get too excited, there are some things you have to do to get it to work before it will render like that.


First, you have to be using the Blender Internal render engine for the drag and drop to add the image to the object.
To actually get the texture to render you have to use the material, and the texture panel. (more on why it "no clicky-worky? no typy-worky?" later.)

My answer explains how to set up a material and texture for the BI. Only difference is you have already imported the image, so instead of clicking on the Open button, click on the drop down button to use a image already in blender.




Now for cycles

My answer explains the procedure for using images in cycles. Just know that you drag the image in to the node editor, not on to the object.

Now to your "no clicky-worky" problem, I think that stems from the different render engins, cycles and the blender internal. See this question for help on that.